-100.0%
SOXS vs NVTS
-16.8%
-83.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.3% | -9.9% | -3.8% |
| 7D | -4.7% | -1.4% | -3.3% | -5.0% |
| 30D | +7.7% | -16.5% | +24.2% | +2.2% |
| 3M | -10.2% | -47.6% | +37.5% | -19.1% |
| 6M | -99.2% | +7.3% | -106.5% | -98.2% |
| YTD | -99.5% | +62.9% | -162.4% | -98.6% |
| 1Y | -99.8% | +91.3% | -191.0% | -99.2% |
| 3Y | -100.0% | +43.4% | -143.4% | -99.9% |
| All | -100.0% | -16.8% | -83.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling